Risk Overlays — per-strategy
Layered overlay applied to every new trade: circuit breaker (auto-disable a losing strategy)
→ vol-target sizing (size inversely to realized vol)
→ Kelly fraction (after 30+ trades, size by mathematical optimum).
Final size = base_pct × vol_mult × kelly_mult.
| Asset | Strategy |
n (7d/all) | P&L 7d | P&L all |
WR | R |
Live E/trade | BT E/trade | Verdict |
Breaker | Kelly |
| XRP | donchian | 9 (9 all) | $-2.89 (-0.29%) | $-2.89 | 22% | 0.09 | $-0.32 | $8.17 | inverted: live losing | warming up | 1.00× |
| SOL | donchian | 0 (0 all) | $0.00 (+0.00%) | $0.00 | 0% | 0.00 | $0.00 | $8.65 | n=0<5 | warming up | 1.00× |
| SOL | cvd_div | 14 (14 all) | $0.03 (+0.00%) | $0.03 | 36% | 1.82 | $0.00 | $0.06 | underperforming (3%) | OPEN | 1.00× |
| ETH | cvd_div | 7 (7 all) | $0.28 (+0.03%) | $0.28 | 57% | 1.00 | $0.04 | $0.01 | on track (316%) | warming up | 1.00× |
| BTC | cvd_div | 7 (7 all) | $0.00 (+0.00%) | $0.00 | 43% | 1.33 | $0.00 | $0.02 | underperforming (1%) | warming up | 1.00× |
| BTC | liq_fade | 0 (0 all) | $0.00 (+0.00%) | $0.00 | 0% | 0.00 | $0.00 | – | n=0<5 | warming up | 1.00× |
| BTC | supertrend | 2 (2 all) | $-0.12 (-0.01%) | $-0.12 | 50% | 0.72 | $-0.06 | $0.11 | n=2<5 | warming up | 1.00× |
| ETH | supertrend | 1 (1 all) | $-1.09 (-0.11%) | $-1.09 | 0% | 0.00 | $-1.09 | $0.50 | n=1<5 | warming up | 1.00× |
Live Signal State
What each strategy is seeing right now — score / channel distance / fire indicator.
| Asset | TF | Strategy | Live state | Status |
| XRP | 5m | donchian | close=1.3678 upper=1.3755 (+0.56% away) lower=1.3585 (+0.68% away) | quiet |
| SOL | 1h | donchian | close=84.6900 upper=85.3300 (+0.76% away) lower=83.8500 (+0.99% away) | quiet |
| SOL | 15m | cvd_div | score=+0.364 dp=-0.63 dc=+0.58 thresh=±0.70 | quiet |
| ETH | 15m | cvd_div | score=-0.459 dp=-0.67 dc=-0.69 thresh=±0.70 | close (gap +0.24) |
| BTC | 15m | cvd_div | score=-0.186 dp=-0.72 dc=-0.26 thresh=±0.30 | close (gap +0.11) |
| BTC | 1h | supertrend | close=77204.6100 trend=↑ lower=76943.8386 (0.34% away) atr=341.2629 | holding LONG |
| ETH | 1h | supertrend | close=2120.6100 trend=↓ upper=2137.1666 (0.78% away) atr=12.0751 | holding SHORT |
Current thresholds (from risk: in config.yaml):
- Circuit lookback: 7 days |
Trip at P&L < -2.0% |
Recover at ≥ -0.50%
- Vol target: 0.50% per bar |
Caps: [0.5, 2.0]×
- Kelly: 0.5× of f* once n ≥ 30 trades